-5.3%
PATH vs MDB
-8.5%
+3.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.7% |
| 7D | -4.8% | -16.5% | +11.7% | +2.0% |
| 30D | +2.7% | -8.6% | +11.2% | +5.7% |
| 3M | -4.2% | -13.6% | +9.4% | -0.7% |
| 6M | +24.7% | +24.1% | +0.7% | +12.8% |
| YTD | -17.6% | -21.8% | +4.2% | -16.6% |
| 1Y | -5.3% | -7.7% | +2.4% | -5.4% |
| All | -5.3% | -8.5% | +3.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling